1
课程详述
COURSE SPECIFICATION
以下课程信息可能根据实际授课需要或在课程检讨之后产生变动。如对课程有任何疑问,请联
系授课教师。
The course information as follows may be subject to change, either during the session because of unforeseen
circumstances, or following review of the course at the end of the session. Queries about the course should be
directed to the course instructor.
1.
课程名称 Course Title
概率论与数理统计 Probability and Statistics
2.
授课院系
Originating Department
数学系 Department of Mathematics
3.
课程编号
Course Code
MA212
4.
课程学分 Credit Value
3
5.
课程类别
Course Type
通识必修课程 General Education (GE)Required Courses
6.
授课学期
Semester
春季 Spring
7.
授课语言
Teaching Language
英文 English/中英双语 English & Chinese
8.
他授课教师)
Instructor(s), Affiliation&
Contact
For team teaching, please list
all instructors
杨丽丽,数学系
慧园 3 521 房间
Yangll@sustc.edu.cn
13691617384
Lili Yang, Department of Mathematics
Rm.521, Building 3, Wisdom Park,
Yangll@sustc.edu.cn
13691617384
9.
/
方式
Tutor/TA(s), Contact
10.
选课人数限额(不填)
Maximum Enrolment
Optional
2
授课方式
Delivery Method
习题/辅导/讨论
Tutorials
实验/实习
Lab/Practical
其它(请具体注明)
OtherPlease specify
总学时
Total
11.
学时数
Credit Hours
32
80
12.
先修课程、其它学习要求
Pre-requisites or Other
Academic Requirements
数学分析 II(H)或者数学分析 IIMA102a)或 高等数学(下)AMA102B
Mathematical Analysis II(H) or Mathematical Analysis II (MA102a) or Calculus II A
(MA102B)
13.
后续课程、其它学习规划
Courses for which this course
is a pre-requisite
14.
其它要求修读本课程的学系
Cross-listing Dept.
教学大纲及教学日历 SYLLABUS
15.
教学目标 Course Objectives
介绍概率论和数理统计的基本理论,基本方法和简单应用,为应用统计学以及更高层次的概率理论及统计
理论打下基础。同时着重介绍如何正确地应用统计方法以及对统计意义的正确阐释。本课程的重点是概率
和统计方法的应用。
To introduce the basic concepts in probability and statistics which form the basis for all applications of statistics,
and for further probability and statistical theory. Also to introduce statistical methods with a strong emphasis on
applying standard statistical techniques appropriately and with clear interpretation. The emphasis is on
applications.
16.
预达学习成果 Learning Outcomes
通过本课程的学习,学生将掌握一些基本的概率方法和技术。熟悉能够解决实际生活中带有概率性质的
问题的基本方法和技术,对一系列常用统计方法获得理论联系实践的理解。学生还应对一些统计软件建
立初步的了解。
After completing this course, students should understand basic probability methods and techniques. They should
be familiar with a range of techniques for solving real life problems of the probabilistic nature and should have a
conceptual and practical understanding of a range of commonly applied statistical procedures. They should have
also developed some familiarity with the statistical package.
17.
课程内容及教学日历 (如授课语言以英文为主,则课程内容介绍可以用英文;如团队教学或模块教学,教学日历须注明
主讲人)
Course Contents (in Parts/Chapters/Sections/Weeks. Please notify name of instructor for course section(s), if
this is a team teaching or module course.)
3
1 概率 Probability7 学时)
样本空间、随机事件、概率测度、计数方法、条件概率、独立事件、贝叶斯公式
Chapter 1 Probability (6 hours):
sample spaces, random events, probability measures, probability calculation, conditional probability,
independent event, Bayesian formula
2 随机变量 Random Variables7 学时)
离散型随机变量:概率分布函数,常见的离散型随机变量,如伯努利随机变量、二项分布、几何分
布和负二项分布、超几何分布及泊松分布等。
Chapter 2 Random variables (8 hours):
discrete random variables: probability distribution function, Bernoulli random variables, Binomial
distribution, geometric and negative binomial distribution, hypergeometric distribution, Poisson distribution
连续性随机变量:概率密度函数、常见的连续型随机变量,如均匀分布、指数分布、正态分布等。
Continuous random variables: probability density function, uniform distribution, exponential distribution,
normal distribution
3 联合分布(8 学时)
随机变量的联合累积分布函数、边缘累积分布函数
离散型随机变量的联合概率质量函数、边缘概率质量函数。
连续型随机变量的联合密度函数,边缘密度函数。
独立随机变量、条件分布及联合分布的随机变量函数。
Chapter 3 Joint Distributions (8 hours)
Random variable, discrete random variable, continuous random variable, independent random variable, joint
distribution
4 期望 Expectation6 学时)
随机变量的期望、方差和标准差、协方差和相关系数、条件期望。
Chapter 4 Expectation (6 hours)
Expected value, variance, standard deviation, correlation, correction coefficient, conditional expected value
5 极限定理 Limit Theorems2 学时)
大数定律和中心极限定理
Chapter 5 Limit theorems (4 hours)
The law of large numbers, central limit theorem
6 数理统计的基本概念及抽样分布 Sampling Distributions of Estimators4 学时)
数理统计的基本概念:总体和样本、统计推断等。
样本分布,常用统计量。
t 分布,F 分布。
Chapter 6 Sampling distributions of estimates (4 hours)
Basic concepts of statistics: sample set and sample, statistic assumption
Sample distribution, commonly used statistics, t distribution, F distribution
7 参数估计 Parametric Estimation Problems6 学时)
点估计, 区间估计
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Chapter 7 Parametric estimation problems
Point estimation and interval estimation
8 假设检验 Testing Hypothesis6 学时)
单样本正态总体均值和方差的检验、两独立样本比较、配对样本比较。
Chapter 8 Testing hypothesis (6 hours)
Specification of the significance level and the concept of a p-value, NULL Hypothesis, duality of confidence
intervals and hypothesis
18.
教材及其它参考资料 Textbook and Supplementary Readings
数理统计与数据分析,Mathematical Statistics and Data Analysis, John A. Rice, 3rd Ed.
推荐参考资料:
Probability and Statistics, 5th edition, Jay L. Devore
概率论基础教程( 8 ), 罗斯(Sheldon M. Ross)
概率论与数理统计(第 4 版),盛骤 谢式千 潘承毅 著,高等教育出版社
课程评估 ASSESSMENT
19.
评估形式
Type of
Assessment
评估时间
Time
占考试总成绩百分比
% of final
score
违纪处罚
Penalty
备注
Notes
出勤 Attendance
5%
课堂表现
Class
Performance
小测验
Quiz
10%
课程项目 Projects
平时作业
Assignments
10%
期中考试
Mid-Term Test
25%
期末考试
Final Exam
50%
期末报告
5
Final
Presentation
其它(可根据需
改写以上评估方
式)
Others (The
above may be
modified as
necessary)
20.
记分方式 GRADING SYSTEM
课程审批 REVIEW AND APPROVAL
21.
本课程设置已经过以下责任人/员会审议通过
This Course has been approved by the following person or committee of authority